Sequential Correlated Equilibria in Stopping Games

DOI10.1287/opre.1110.1010zbMath1242.91029OpenAlexW2013814331MaRDI QIDQ2892226

Yuval Heller

Publication date: 18 June 2012

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.1110.1010

zbMATH Keywords

tradingstochasticfinancial institutionsgames/group decisions

Mathematics Subject Classification ID

Applications of game theory (91A80) Derivative securities (option pricing, hedging, etc.) (91G20) Decision theory for games (91A35)

Related Items (4)

Quitting Games and Linear Complementarity Problems ⋮ The multi-player nonzero-sum Dynkin game in discrete time ⋮ Optimizing over pure stationary equilibria in consensus stopping games ⋮ Construction of Nash equilibrium based on multiple stopping problem in multi-person game

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